import warnings
from abc import ABC
from numbers import Real
import numpy as np
from sklearn.metrics.pairwise import PAIRWISE_KERNEL_FUNCTIONS, PAIRWISE_DISTANCE_FUNCTIONS, pairwise_kernels
from sklearn.neural_network._stochastic_optimizers import AdamOptimizer, SGDOptimizer
from sklearn.utils._param_validation import Interval, StrOptions
from sklearn.utils.extmath import softmax
from sklearn.utils.validation import check_is_fitted, check_array
from .._base_gemini import DiscriminativeModel
from ..gemini import MMDGEMINI, WassersteinGEMINI
[docs]
class LinearModel(DiscriminativeModel, ABC):
""" Implementation of a logistic regression as a clustering distribution :math:`p(y|x)`. Any GEMINI can be
used to train this model.
Parameters
----------
n_clusters : int, default=3
The maximum number of clusters to form as well as the number of output neurons in the neural network.
gemini: str, GEMINI instance or None, default="mmd_ova"
GEMINI objective used to train this discriminative model. Can be "mmd_ova", "mmd_ovo", "wasserstein_ova",
"wasserstein_ovo", "mi" or other GEMINI available in `gemclus.gemini.AVAILABLE_GEMINI`. Default GEMINIs
involve the Euclidean metric or linear kernel. To incorporate custom metrics, a GEMINI can also
be passed as an instance. If set to None, the GEMINI will be MMD OvA with linear kernel.
max_iter: int, default=1000
Maximum number of epochs to perform gradient descent in a single run.
learning_rate: float, default=1e-3
Initial learning rate used. It controls the step-size in updating the weights.
solver: {'sgd','adam'}, default='adam'
The solver for weight optimisation.
- 'sgd' refers to stochastic gradient descent.
- 'adam' refers to a stochastic gradient-based optimiser proposed by Kingma, Diederik and Jimmy Ba.
batch_size: int, default=None
The size of batches during gradient descent training. If set to None, the whole data will be considered.
verbose: bool, default=False
Whether to print progress messages to stdout
random_state: int, RandomState instance, default=None
Determines random number generation for weights and bias initialisation.
Pass an int for reproducible results across multiple function calls.
Attributes
----------
W_: ndarray of shape (n_features, n_clusters)
The linear weights of model
b_: ndarray of shape (1, n_clusters)
The biases of the model
optimiser_: `AdamOptimizer` or `SGDOptimizer`
The optimisation algorithm used for training depending on the chosen solver parameter.
labels_: ndarray of shape (n_samples)
The labels that were assigned to the samples passed to the :meth:`fit` method.
n_iter_: int
The number of iterations that the model took for converging.
References
----------
GEMINI - Generalised Mutual Information for Discriminative Clustering
Louis Ohl, Pierre-Alexandre Mattei, Charles Bouveyron, Warith Harchaoui, Mickaël Leclercq,
Arnaud Droit, Frederic Precioso
See Also
--------
LinearWasserstein: logistic regression trained for clustering with the Wasserstein GEMINI
LinearMMD: logistic regression trained for clustering with the MMD GEMINI
RIM: logistic regression trained with a regularised mutual information
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from gemclus.linear import LinearModel
>>> X,y=load_iris(return_X_y=True)
>>> clf = LinearModel(gemini="mmd_ovo", random_state=0).fit(X)
>>> clf.predict(X[:2,:])
array([0, 0])
>>> clf.predict_proba(X[:2,:]).shape
(2, 3)
>>> clf.score(X)
1.7550724287
"""
_parameter_constraints: dict = {
**DiscriminativeModel._parameter_constraints,
}
[docs]
def __init__(self, n_clusters=3, gemini="mmd_ova", max_iter=1000, learning_rate=1e-3, solver="adam",
batch_size=None, verbose=False, random_state=None):
super().__init__(
n_clusters=n_clusters,
gemini=gemini,
max_iter=max_iter,
learning_rate=learning_rate,
solver=solver,
batch_size=batch_size,
verbose=verbose,
random_state=random_state
)
def _init_params(self, random_state, X=None):
in_threshold = np.sqrt(1 / self.n_features_in_)
self.W_ = random_state.uniform(-in_threshold, in_threshold, size=(self.n_features_in_, self.n_clusters))
self.b_ = random_state.uniform(-in_threshold, in_threshold, size=(1, self.n_clusters))
def _compute_grads(self, X, y_pred, gradient):
tau_hat_grad = y_pred * (gradient - (y_pred * gradient).sum(1, keepdims=True)) # Shape NxK
W_grad = X.T @ tau_hat_grad
b_grad = tau_hat_grad.sum(0, keepdims=True)
# Negative sign to force the optimiser to maximise instead of minimise
gradients = [-W_grad, -b_grad]
return gradients
def _get_weights(self):
return [self.W_, self.b_]
def _infer(self, X, retain=True):
H = X @ self.W_ + self.b_
return softmax(H)
[docs]
class LinearMMD(LinearModel):
""" Implementation of the maximisation of the MMD GEMINI using a logistic regression as a clustering
distribution :math:`p(y|x)`.
Parameters
----------
n_clusters : int, default=3
The maximum number of clusters to form as well as the number of output neurons in the neural network.
max_iter: int, default=1000
Maximum number of epochs to perform gradient descent in a single run.
learning_rate: float, default=1e-3
Initial learning rate used. It controls the step-size in updating the weights.
kernel: {'additive_chi2', 'chi2', 'cosine','linear','poly','polynomial','rbf','laplacian','sigmoid', 'precomputed'},
default='linear'
The kernel to use in combination with the MMD objective. It corresponds to one value of `KERNEL_PARAMS`.
Currently, all kernel parameters are the default ones.
If the kernel is set to 'precomputed', then a custom kernel matrix must be passed to the argument `y` of
`fit`, `fit_predict` and/or `score`.
ovo: bool, default=False
Whether to run the model using the MMD OvA (False) or the MMD OvO (True).
solver: {'sgd','adam'}, default='adam'
The solver for weight optimisation.
- 'sgd' refers to stochastic gradient descent.
- 'adam' refers to a stochastic gradient-based optimiser proposed by Kingma, Diederik and Jimmy Ba.
batch_size: int, default=None
The size of batches during gradient descent training. If set to None, the whole data will be considered.
verbose: bool, default=False
Whether to print progress messages to stdout
random_state: int, RandomState instance, default=None
Determines random number generation for weights and bias initialisation.
Pass an int for reproducible results across multiple function calls.
kernel_params: dict, default=None
A dictionary of keyword arguments to pass to the chosen kernel function.
Attributes
----------
W_: ndarray of shape (n_features, n_clusters)
The linear weights of model
b_: ndarray of shape (1, n_clusters)
The biases of the model
optimiser_: `AdamOptimizer` or `SGDOptimizer`
The optimisation algorithm used for training depending on the chosen solver parameter.
labels_: ndarray of shape (n_samples)
The labels that were assigned to the samples passed to the :meth:`fit` method.
n_iter_: int
The number of iterations that the model took for converging.
References
----------
GEMINI - Generalised Mutual Information for Discriminative Clustering
Louis Ohl, Pierre-Alexandre Mattei, Charles Bouveyron, Warith Harchaoui, Mickaël Leclercq,
Arnaud Droit, Frederic Precioso
See Also
--------
LinearModel: logistic regression trained for clustering with any GEMINI
LinearWasserstein: logistic regression trained for clustering with the Wasserstein GEMINI
RIM: logistic regression trained with a regularised mutual information
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from gemclus.linear import LinearMMD
>>> X,y=load_iris(return_X_y=True)
>>> clf = LinearMMD(random_state=0).fit(X)
>>> clf.predict(X[:2,:])
array([0, 0])
>>> clf.predict_proba(X[:2,:]).shape
(2, 3)
>>> clf.score(X)
1.7048160115
"""
_parameter_constraints: dict = {
**LinearModel._parameter_constraints,
"kernel": [StrOptions(set(list(PAIRWISE_KERNEL_FUNCTIONS) + ["precomputed"])), callable],
"kernel_params": [dict, None],
"ovo": [bool]
}
[docs]
def __init__(self, n_clusters=3, max_iter=1000, learning_rate=1e-3, solver="adam", kernel="linear", ovo=False,
batch_size=None, verbose=False, random_state=None, kernel_params=None):
super().__init__(
n_clusters=n_clusters,
gemini=None,
max_iter=max_iter,
learning_rate=learning_rate,
solver=solver,
batch_size=batch_size,
verbose=verbose,
random_state=random_state,
)
self.ovo = ovo
self.kernel = kernel
self.kernel_params = kernel_params
[docs]
def get_gemini(self):
return MMDGEMINI(ovo=self.ovo, kernel=self.kernel, kernel_params=self.kernel_params)
[docs]
class LinearWasserstein(LinearModel):
""" Implementation of the maximisation of the Wasserstein GEMINI using a logistic regression as a clustering
distribution :math:`p(y|x)`.
Parameters
----------
n_clusters : int, default=3
The maximum number of clusters to form as well as the number of output neurons in the neural network.
max_iter: int, default=1000
Maximum number of epochs to perform gradient descent in a single run.
learning_rate: float, default=1e-3
Initial learning rate used. It controls the step-size in updating the weights.
metric: {'cosine', 'euclidean', 'l2','l1','manhattan','cityblock', 'precomputed'},
default='euclidean'
The metric to use in combination with the Wasserstein objective. It corresponds to one value of
`PAIRED_DISTANCES`. Currently, all metric parameters are the default ones.
If the metric is set to 'precomputed', then a custom distance matrix must be passed to the argument `y` of
`fit`, `fit_predict` and/or `score`.
ovo: bool, default=False
Whether to run the model using the Wasserstein OvA (False) or the Wasserstein OvO (True).
solver: {'sgd','adam'}, default='adam'
The solver for weight optimisation.
- 'sgd' refers to stochastic gradient descent.
- 'adam' refers to a stochastic gradient-based optimiser proposed by Kingma, Diederik and Jimmy Ba.
batch_size: int, default=None
The size of batches during gradient descent training. If set to None, the whole data will be considered.
verbose: bool, default=False
Whether to print progress messages to stdout
random_state: int, RandomState instance, default=None
Determines random number generation for weights and bias initialisation.
Pass an int for reproducible results across multiple function calls.
metric_params: dict, default=None
A dictionary of keyword arguments to pass to the chosen metric function.
Attributes
----------
W_: ndarray of shape (n_features_in, n_clusters)
The linear weights of model
b_: ndarray of shape (1, n_clusters)
The biases of the model
optimiser_: `AdamOptimizer` or `SGDOptimizer`
The optimisation algorithm used for training depending on the chosen solver parameter.
labels_: ndarray of shape (n_samples)
The labels that were assigned to the samples passed to the :meth:`fit` method.
n_iter_: int
The number of iterations that the model took for converging.
References
----------
GEMINI - Generalised Mutual Information for Discriminative Clustering
Louis Ohl, Pierre-Alexandre Mattei, Charles Bouveyron, Warith Harchaoui, Mickaël Leclercq,
Arnaud Droit, Frederic Precioso
See Also
--------
LinearModel: logistic regression trained for clustering with any GEMINI
LinearMMD: logistic regression trained for clustering with the MMD GEMINI
RIM: logistic regression trained with a regularised mutual information
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from gemclus.linear import LinearWasserstein
>>> X,y=load_iris(return_X_y=True)
>>> clf = LinearWasserstein(random_state=0).fit(X)
>>> clf.predict(X[:2,:])
array([0, 0])
>>> clf.predict_proba(X[:2,:]).shape
(2, 3)
>>> clf.score(X)
1.7103992986
"""
_parameter_constraints: dict = {
**LinearModel._parameter_constraints,
"metric": [StrOptions(set(list(PAIRWISE_DISTANCE_FUNCTIONS) + ["precomputed"])), callable],
"metric_params": [dict, None],
"ovo": [bool],
}
[docs]
def __init__(self, n_clusters=3, max_iter=1000, learning_rate=1e-3, metric="euclidean", ovo=False,
solver="adam", batch_size=None, verbose=False, random_state=None, metric_params=None):
super().__init__(
n_clusters=n_clusters,
gemini=None,
max_iter=max_iter,
learning_rate=learning_rate,
solver=solver,
batch_size=batch_size,
verbose=verbose,
random_state=random_state
)
self.ovo = ovo
self.metric = metric
self.metric_params = metric_params
[docs]
def get_gemini(self):
return WassersteinGEMINI(ovo=self.ovo, metric=self.metric, metric_params=self.metric_params)
[docs]
class RIM(LinearModel):
r""" Implementation of the maximisation of the classical mutual information using a logistic regression with an
:math:`\ell_2` penalty on the weights. This implementation follows the framework described by Krause et al. in the
RIM paper.
Parameters
----------
n_clusters : int, default=3
The maximum number of clusters to form as well as the number of output neurons in the neural network.
max_iter: int, default=1000
Maximum number of epochs to perform gradient descent in a single run.
learning_rate: float, default=1e-3
Initial learning rate used. It controls the step-size in updating the weights.
reg: float, default=0.1
Regularisation hyperparameter for the $\ell_2$ weight penalty.
solver: {'sgd','adam'}, default='adam'
The solver for weight optimisation.
- 'sgd' refers to stochastic gradient descent.
- 'adam' refers to a stochastic gradient-based optimiser proposed by Kingma, Diederik and Jimmy Ba.
batch_size: int, default=None
The size of batches during gradient descent training. If set to None, the whole data will be considered.
verbose: bool, default=False
Whether to print progress messages to stdout
random_state: int, RandomState instance, default=None
Determines random number generation for weights and bias initialisation.
Pass an int for reproducible results across multiple function calls.
Attributes
----------
W_: ndarray of shape (n_features_in, n_clusters)
The linear weights of model
b_: ndarray of shape (1, n_clusters)
The biases of the model
optimiser_: `AdamOptimizer` or `SGDOptimizer`
The optimisation algorithm used for training depending on the chosen solver parameter.
labels_: ndarray of shape (n_samples)
The labels that were assigned to the samples passed to the :meth:`fit` method.
n_iter_: int
The number of iterations that the model took for converging.
References
----------
RIM - Discriminative Clustering by Regularized Information Maximization
Ryan Gomes, Andreas Krause, Pietro Perona. 2010.
See Also
--------
LinearModel: logistic regression trained for clustering with any GEMINI
LinearWasserstein: logistic regression trained for clustering with the Wasserstein GEMINI
LinearMMD: logistic regression trained for clustering with the MMD GEMINI
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from gemclus.linear import RIM
>>> X,y=load_iris(return_X_y=True)
>>> clf = RIM(random_state=0).fit(X)
>>> clf.predict(X[:2,:])
array([0, 0])
>>> clf.predict_proba(X[:2,:]).shape
(2, 3)
>>> clf.score(X)
0.4390485754
"""
_parameter_constraints: dict = {
**LinearModel._parameter_constraints,
"reg": [Interval(Real, 0, None, closed="left")]
}
[docs]
def __init__(self, n_clusters=3, max_iter=1000, learning_rate=1e-3, reg=1e-1,
solver="adam", batch_size=None, verbose=False, random_state=None):
LinearModel.__init__(
self,
n_clusters=n_clusters,
gemini="mi",
max_iter=max_iter,
learning_rate=learning_rate,
solver=solver,
batch_size=batch_size,
verbose=verbose,
random_state=random_state
)
self.reg = reg
def _update_weights(self, weights, gradients):
# Add the regularisation gradient on the weight matrix
gradients[0] += self.reg * 2 * self.W_
self.optimiser_.update_params(weights, gradients)
[docs]
class KernelRIM(LinearModel):
r""" Implementation of the maximisation of the classical mutual information using a kernelised version of the
logistic regression with an :math:`\ell_2` penalty on the weights. This implementation follows the framework
described by Krause et al. in the RIM paper.
Parameters
----------
n_clusters : int, default=3
The maximum number of clusters to form as well as the number of output neurons in the neural network.
max_iter: int, default=1000
Maximum number of epochs to perform gradient descent in a single run.
learning_rate: float, default=1e-3
Initial learning rate used. It controls the step-size in updating the weights.
reg: float, default=0.1
Regularisation hyperparameter for the $\ell_2$ weight penalty.
solver: {'sgd','adam'}, default='adam'
The solver for weight optimisation.
- 'sgd' refers to stochastic gradient descent.
- 'adam' refers to a stochastic gradient-based optimiser proposed by Kingma, Diederik and Jimmy Ba.
batch_size: int, default=None
The size of batches during gradient descent training. If set to None, the whole data will be considered.
verbose: bool, default=False
Whether to print progress messages to stdout
random_state: int, RandomState instance, default=None
Determines random number generation for weights and bias initialisation.
Pass an int for reproducible results across multiple function calls.
base_kernel: {'additive_chi2', 'chi2', 'cosine','linear','poly','polynomial','rbf','laplacian','sigmoid'}, or
callable, default='linear'
The kernel to use in combination with the MMD objective. It corresponds to one value of `KERNEL_PARAMS`.
Currently, all kernel parameters are the default ones.
base_kernel_params: dict, default=None
A dictionary of keyword arguments to pass to the chosen kernel function.
Attributes
----------
W_: ndarray of shape (n_samples, n_clusters)
The linear weights of model for each kernelised sample
b_: ndarray of shape (1, n_clusters)
The biases of the model
optimiser_: `AdamOptimizer` or `SGDOptimizer`
The optimisation algorithm used for training depending on the chosen solver parameter.
labels_: ndarray of shape (n_samples)
The labels that were assigned to the samples passed to the :meth:`fit` method.
n_iter_: int
The number of iterations that the model took for converging.
References
----------
RIM - Discriminative Clustering by Regularized Information Maximization
Ryan Gomes, Andreas Krause, Pietro Perona. 2010.
See Also
--------
LinearModel: logistic regression trained for clustering with any GEMINI
LinearWasserstein: logistic regression trained for clustering with the Wasserstein GEMINI
LinearMMD: logistic regression trained for clustering with the MMD GEMINI
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from gemclus.linear import KernelRIM
>>> X,y=load_iris(return_X_y=True)
>>> clf = KernelRIM(random_state=0).fit(X)
>>> clf.predict(X[:2,:])
array([2, 2])
>>> clf.predict_proba(X[:2,:]).shape
(2, 3)
"""
_parameter_constraints: dict = {
**DiscriminativeModel._parameter_constraints,
"reg": [Interval(Real, 0, None, closed="left")],
"base_kernel": [StrOptions(set(list(PAIRWISE_KERNEL_FUNCTIONS))), callable],
"base_kernel_params": [dict, None]
}
[docs]
def __init__(self, n_clusters=3, max_iter=1000, learning_rate=1e-3, reg=1e-1,
solver="adam", batch_size=None, verbose=False, random_state=None,
base_kernel="linear", base_kernel_params=None):
super().__init__(
n_clusters=n_clusters,
gemini="mi",
max_iter=max_iter,
learning_rate=learning_rate,
solver=solver,
batch_size=batch_size,
verbose=verbose,
random_state=random_state
)
self.reg = reg
self.base_kernel = base_kernel
self.base_kernel_params = base_kernel_params
def _compute_kernel(self, X):
# Compute the kernel term between X and the input data
if callable(self.base_kernel):
if self.base_kernel_params is not None:
warnings.warn("Parameters passed through kernel_params are ignored when kernel is a callable.")
kernel = self.base_kernel(X, self.input_data_)
else:
_params = dict() if self.base_kernel_params is None else self.base_kernel_params
kernel = pairwise_kernels(X, self.input_data_, metric=self.base_kernel, **_params)
return kernel
[docs]
def fit(self, X, y=None):
# We start by storing the input data for later kernel computations
check_array(X)
self.input_data_ = X
training_kernel = self._compute_kernel(X)
super().fit(training_kernel, y)
self.n_features_in_ = X.shape[1]
return self
def _compute_grads(self, X, y_pred, gradient):
base_grads = super()._compute_grads(X, y_pred, gradient)
# Add the regularisation gradient on the weight matrix
base_grads[0] += 2 * self.reg * np.dot(X, self.W_)
return base_grads
[docs]
def predict_proba(self, X):
kernel = self._compute_kernel(X)
return self._infer(kernel)